Strategy - FX


Description

This extends the work of swhanly with a variation of accelerating dual momentum. However, here the use of regular currency and index funds for a diversified performance.

This strategy uses the following risk-on assets: FXA, FXB, FXC, FXE, FXF, FXY, CYB, SPY, QQQ. with UBT being the risk off haven.

It will buy only one risk on asset at a time.

Trading happens on the Close of the signal day

Details

Metrics

Metric Measure
AccountName cf482b68-ff68-44ac-a592-8b4b50b6c236
NoOfTrades 222.00
NoOfWins 123.00
NoOfLosses 99.00
SharpRatio 0.68
SortinoRatio 0.87
GrossProfit $15553.16
FirstDate 2014-12-31
LastDate 2024-03-28
FirstEquity $10000.00
FinalEquity $25553.16
OpenEquity $18307.45
LongEquity $15553.16
ShortEquity $0.00
PercentWins 55.41%
AveWin 2.92%
AveLoss -2.17%
AveWinLoss 1.34
Expectancy 0.65%
MedianDrawUp 25.27%
MednDrawDown -13.53%
MaxDrawDown -21.66%
Kelly 22.14%
Thorpe 4.55
Rachev 1.13
PAPR 2.37%
APR 10.69%
CalmarRatio 0.91

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
QQQ 2014-12-31 2015-01-29 $95.84 $94.58 Long 75 -1.32% 2812.15 9905.32
QQQ 2015-01-29 2015-01-30 $94.58 $93.84 Long 75 -0.78% 2812.15 9850.33
QQQ 2015-01-30 2015-02-26 $93.84 $101.06 Long 75 7.70% 2913.21 10391.94
QQQ 2015-02-26 2015-02-27 $101.06 $100.62 Long 74 -0.44% 2913.21 10358.97
QQQ 2015-02-27 2015-03-30 $100.62 $99.29 Long 74 -1.32% 2913.21 10261.02
QQQ 2015-03-30 2015-03-31 $99.29 $98.24 Long 74 -1.06% 2913.21 10183.22
QQQ 2015-03-31 2015-04-29 $98.24 $101.73 Long 74 3.55% 2913.21 10441.39
QQQ 2015-04-29 2015-04-30 $101.73 $100.13 Long 74 -1.57% 2913.21 10322.98
QQQ 2015-04-30 2015-05-28 $100.13 $103.00 Long 74 2.86% 3016.21 10535.02
QQQ 2015-05-28 2015-05-29 $103.00 $102.38 Long 73 -0.60% 2913.82 10490.19
QQQ 2015-05-29 2015-06-29 $102.38 $99.49 Long 74 -2.83% 2913.82 10275.86
QQQ 2015-06-29 2015-06-30 $99.49 $99.84 Long 74 0.36% 2929.64 10302.09
FXF 2015-06-30 2015-07-30 $103.84 $100.04 Long 71 -3.66% 2829.60 10032.42
FXF 2015-07-30 2015-07-31 $100.04 $100.41 Long 72 0.37% 2798.92 10059.04
TBF 2015-07-31 2015-08-28 $22.90 $22.84 Long 317 -0.28% 2798.92 10038.72
TBF 2015-08-28 2015-08-31 $22.84 $22.99 Long 317 0.68% 2821.91 10088.07
TBF 2015-08-31 2015-09-29 $22.99 $22.38 Long 316 -2.67% 2754.77 9894.19
TBF 2015-09-29 2015-09-30 $22.38 $22.45 Long 319 0.33% 2754.77 9917.56
TBF 2015-09-30 2015-10-29 $22.45 $22.66 Long 319 0.94% 2777.43 9984.75
TBF 2015-10-29 2015-10-30 $22.66 $22.52 Long 318 -0.65% 2777.43 9938.15
TBF 2015-10-30 2015-11-27 $22.52 $22.77 Long 318 1.10% 2800.20 10016.78
TBF 2015-11-27 2015-11-30 $22.77 $22.67 Long 317 -0.40% 2781.92 9987.75
UBT 2015-11-30 2015-12-30 $33.83 $33.01 Long 213 -2.41% 2748.91 9813.83
UBT 2015-12-30 2015-12-31 $33.01 $33.19 Long 214 0.52% 2748.91 9850.65
UBT 2015-12-31 2016-01-28 $33.19 $36.57 Long 214 10.20% 2968.32 10574.79
UBT 2016-01-28 2016-01-29 $36.57 $37.18 Long 208 1.66% 3005.50 10701.04
UBT 2016-01-29 2016-02-26 $37.18 $39.16 Long 207 5.32% 3083.81 11110.81
UBT 2016-02-26 2016-02-29 $39.16 $39.39 Long 205 0.59% 3123.20 11158.17
UBT 2016-02-29 2016-03-30 $39.39 $38.76 Long 204 -1.58% 3084.44 11030.92
UBT 2016-03-30 2016-03-31 $38.76 $39.47 Long 205 1.84% 3116.21 11176.78
FXA 2016-03-31 2016-04-28 $73.28 $72.94 Long 110 -0.45% 3116.21 11140.11
FXA 2016-04-28 2016-04-29 $72.94 $72.72 Long 110 -0.30% 3114.09 11115.93
FXY 2016-04-29 2016-05-27 $90.93 $87.65 Long 88 -3.61% 3026.44 10827.29
FXY 2016-05-27 2016-05-31 $87.65 $87.36 Long 89 -0.33% 3026.44 10801.48
FXY 2016-05-31 2016-06-29 $87.36 $94.02 Long 89 7.62% 3214.48 11394.22
FXY 2016-06-29 2016-06-30 $94.02 $93.58 Long 87 -0.47% 3159.12 11355.94
UBT 2016-06-30 2016-07-28 $44.55 $45.73 Long 184 2.64% 3250.58 11572.69
UBT 2016-07-28 2016-07-29 $45.73 $46.48 Long 182 1.65% 3281.19 11710.38
FXY 2016-07-29 2016-08-30 $94.71 $93.77 Long 89 -0.99% 3281.19 11626.72
FXY 2016-08-30 2016-08-31 $93.77 $93.35 Long 89 -0.45% 3244.24 11589.34
QQQ 2016-08-31 2016-09-29 $109.80 $111.40 Long 76 1.46% 3355.64 11710.83
QQQ 2016-09-29 2016-09-30 $111.40 $112.23 Long 75 0.75% 3355.64 11773.23
QQQ 2016-09-30 2016-10-28 $112.23 $110.70 Long 75 -1.36% 3244.93 11658.37
QQQ 2016-10-28 2016-10-31 $110.70 $110.60 Long 76 -0.09% 3244.93 11650.46
QQQ 2016-10-31 2016-11-29 $110.60 $112.44 Long 76 1.67% 3357.38 11790.57
QQQ 2016-11-29 2016-11-30 $112.44 $111.08 Long 75 -1.21% 3362.81 11688.47
SPY 2016-11-30 2016-12-29 $193.62 $198.27 Long 43 2.40% 3362.81 11888.50
SPY 2016-12-29 2016-12-30 $198.27 $197.55 Long 43 -0.37% 3319.49 11857.34
QQQ 2016-12-30 2017-01-30 $112.34 $118.35 Long 76 5.35% 3437.84 12314.21
QQQ 2017-01-30 2017-01-31 $118.35 $118.11 Long 75 -0.20% 3437.84 12296.43
QQQ 2017-01-31 2017-02-27 $118.11 $123.66 Long 75 4.70% 3561.51 12712.44
QQQ 2017-02-27 2017-02-28 $123.66 $123.28 Long 74 -0.31% 3561.51 12684.38
QQQ 2017-02-28 2017-03-30 $123.28 $125.87 Long 74 2.10% 3687.37 12875.63
QQQ 2017-03-30 2017-03-31 $125.87 $125.78 Long 73 -0.07% 3687.37 12869.39
QQQ 2017-03-31 2017-04-27 $125.78 $128.98 Long 73 2.55% 3687.37 13103.13
QQQ 2017-04-27 2017-04-28 $128.98 $129.21 Long 73 0.18% 3687.37 13119.78
QQQ 2017-04-28 2017-05-30 $129.21 $134.29 Long 73 3.93% 3821.67 13490.86
QQQ 2017-05-30 2017-05-31 $134.29 $134.25 Long 72 -0.04% 3821.67 13487.44
QQQ 2017-05-31 2017-06-29 $134.25 $131.09 Long 72 -2.35% 3690.58 13260.10
QQQ 2017-06-29 2017-06-30 $131.09 $131.14 Long 73 0.04% 3690.58 13263.58
QQQ 2017-06-30 2017-07-28 $131.14 $137.04 Long 73 4.50% 3827.62 13694.80
QQQ 2017-07-28 2017-07-31 $137.04 $136.46 Long 72 -0.42% 3827.62 13652.95
QQQ 2017-07-31 2017-08-30 $136.46 $137.82 Long 72 0.99% 3827.62 13750.36
QQQ 2017-08-30 2017-08-31 $137.82 $139.29 Long 72 1.07% 3864.33 13856.69
UBT 2017-08-31 2017-09-28 $38.88 $36.87 Long 257 -5.16% 3716.83 13340.86
UBT 2017-09-28 2017-09-29 $36.87 $37.02 Long 261 0.39% 3795.26 13378.13
QQQ 2017-09-29 2017-10-30 $138.88 $144.74 Long 69 4.21% 3940.00 13782.00
QQQ 2017-10-30 2017-10-31 $144.74 $145.28 Long 68 0.38% 3940.00 13819.01
QQQ 2017-10-31 2017-11-29 $145.28 $146.91 Long 68 1.12% 3940.00 13930.04
QQQ 2017-11-29 2017-11-30 $146.91 $148.14 Long 68 0.84% 4036.93 14013.80
SPY 2017-11-30 2017-12-28 $237.54 $241.33 Long 42 1.59% 4036.93 14172.60
SPY 2017-12-28 2017-12-29 $241.33 $240.42 Long 42 -0.38% 3999.98 14134.39
QQQ 2017-12-29 2018-01-30 $149.04 $161.42 Long 68 8.31% 4161.40 14976.32
QQQ 2018-01-30 2018-01-31 $161.42 $162.09 Long 67 0.41% 4323.48 15021.19
QQQ 2018-01-31 2018-02-27 $162.09 $161.02 Long 66 -0.66% 4162.46 14951.10
QQQ 2018-02-27 2018-02-28 $161.02 $159.99 Long 67 -0.64% 4162.46 14881.86
QQQ 2018-02-28 2018-03-28 $159.99 $150.71 Long 67 -5.80% 4011.75 14260.04
QQQ 2018-03-28 2018-03-29 $150.71 $153.47 Long 68 1.83% 4011.75 14447.73
QQQ 2018-03-29 2018-04-27 $153.47 $155.35 Long 68 1.22% 4167.10 14575.47
QQQ 2018-04-27 2018-04-30 $155.35 $154.25 Long 67 -0.71% 4167.10 14501.62
QQQ 2018-04-30 2018-05-30 $154.25 $163.10 Long 67 5.74% 4330.20 15094.95
QQQ 2018-05-30 2018-05-31 $163.10 $163.00 Long 66 -0.06% 4330.20 15088.00
QQQ 2018-05-31 2018-06-28 $163.00 $164.42 Long 66 0.87% 4330.20 15182.06
QQQ 2018-06-28 2018-06-29 $164.42 $164.86 Long 66 0.27% 4330.20 15211.22
QQQ 2018-06-29 2018-07-30 $164.86 $168.19 Long 66 2.02% 4330.20 15430.55
QQQ 2018-07-30 2018-07-31 $168.19 $169.47 Long 66 0.77% 4330.20 15515.49
QQQ 2018-07-31 2018-08-30 $169.47 $179.04 Long 66 5.64% 4509.24 16146.86
QQQ 2018-08-30 2018-08-31 $179.04 $179.27 Long 65 0.13% 4509.24 16161.85
QQQ 2018-08-31 2018-09-27 $179.27 $178.80 Long 65 -0.26% 4509.24 16131.46
QQQ 2018-09-27 2018-09-28 $178.80 $178.76 Long 65 -0.02% 4509.24 16128.96
QQQ 2018-09-28 2018-10-24 $178.76 $159.09 Long 65 -11.01% 14849.97 14849.97
QQQ 2018-10-30 2018-10-31 $159.65 $163.40 Long 67 2.35% 4200.82 15101.39
TBF 2018-10-31 2018-11-29 $22.20 $21.95 Long 491 -1.12% 4156.91 14979.42
TBF 2018-11-29 2018-11-30 $21.95 $21.86 Long 493 -0.42% 4156.91 14934.06
TBF 2018-11-30 2018-12-28 $21.86 $20.76 Long 493 -5.02% 4011.58 14392.58
TBF 2018-12-28 2018-12-31 $20.76 $20.68 Long 500 -0.40% 3983.99 14351.02
UBT 2018-12-31 2019-01-30 $36.12 $35.56 Long 287 -1.56% 3948.43 14189.18
UBT 2019-01-30 2019-01-31 $35.56 $36.15 Long 288 1.67% 4020.73 14359.71
UBT 2019-01-31 2019-02-27 $36.15 $35.37 Long 286 -2.16% 3949.99 14136.61
UBT 2019-02-27 2019-02-28 $35.37 $35.10 Long 288 -0.76% 3914.89 14059.47
UBT 2019-02-28 2019-03-28 $35.10 $39.06 Long 289 11.27% 4227.37 15203.10
UBT 2019-03-28 2019-03-29 $39.06 $38.95 Long 281 -0.28% 4227.37 15172.63
UBT 2019-03-29 2019-04-29 $38.95 $37.03 Long 281 -4.94% 4079.26 14632.13
UBT 2019-04-29 2019-04-30 $37.03 $37.33 Long 285 0.81% 4116.59 14718.12
UBT 2019-04-30 2019-05-30 $37.33 $41.44 Long 284 11.01% 4448.11 15885.65
UBT 2019-05-30 2019-05-31 $41.44 $42.52 Long 276 2.61% 4533.15 16183.63
UBT 2019-05-31 2019-06-27 $42.52 $43.26 Long 274 1.73% 4576.41 16385.61
UBT 2019-06-27 2019-06-28 $43.26 $43.22 Long 273 -0.09% 4614.70 16375.26
QQQ 2019-06-28 2019-07-30 $180.93 $187.75 Long 65 3.77% 4802.45 16818.63
QQQ 2019-07-30 2019-07-31 $187.75 $185.16 Long 64 -1.38% 4655.77 16652.44
UBT 2019-07-31 2019-08-29 $43.31 $53.08 Long 277 22.56% 5398.91 19359.21
UBT 2019-08-29 2019-08-30 $53.08 $53.15 Long 263 0.13% 5398.91 19377.90
UBT 2019-08-30 2019-09-12 $53.15 $47.72 Long 263 -10.23% 17948.34 17948.34
UBT 2019-09-27 2019-09-30 $49.86 $50.09 Long 260 0.46% 5035.24 18007.62
UBT 2019-09-30 2019-10-30 $50.09 $47.55 Long 259 -5.05% 4845.02 17351.93
UBT 2019-10-30 2019-10-31 $47.55 $48.81 Long 263 2.64% 4942.64 17681.72
UBT 2019-10-31 2019-11-27 $48.81 $48.45 Long 261 -0.74% 4894.19 17587.50
UBT 2019-11-27 2019-11-29 $48.45 $48.21 Long 262 -0.49% 4980.63 17525.28
QQQ 2019-11-29 2019-12-30 $199.12 $206.47 Long 63 3.69% 5187.10 17988.19
QQQ 2019-12-30 2019-12-31 $206.47 $206.86 Long 62 0.19% 5187.10 18012.32
QQQ 2019-12-31 2020-01-30 $206.86 $216.58 Long 62 4.70% 5187.10 18614.95
QQQ 2020-01-30 2020-01-31 $216.58 $213.14 Long 62 -1.59% 5117.17 18402.01
UBT 2020-01-31 2020-02-27 $52.10 $56.55 Long 255 8.55% 5456.46 19537.37
UBT 2020-02-27 2020-02-28 $56.55 $59.29 Long 249 4.84% 5634.33 20219.43
UBT 2020-02-28 2020-03-10 $59.29 $62.59 Long 246 5.57% 21031.81 21031.81
UBT 2020-03-30 2020-03-31 $66.07 $65.07 Long 229 -1.52% 5836.30 20801.76
UBT 2020-03-31 2020-04-29 $65.07 $67.64 Long 230 3.96% 5971.58 21393.69
UBT 2020-04-29 2020-04-30 $67.64 $66.39 Long 228 -1.85% 5905.19 21109.02
UBT 2020-04-30 2020-05-28 $66.39 $62.78 Long 229 -5.44% 5654.07 20281.95
UBT 2020-05-28 2020-05-29 $62.78 $63.63 Long 233 1.35% 5717.69 20479.24
UBT 2020-05-29 2020-06-29 $63.63 $64.40 Long 232 1.21% 5782.09 20657.92
UBT 2020-06-29 2020-06-30 $64.40 $63.89 Long 231 -0.79% 5788.07 20539.68
QQQ 2020-06-30 2020-07-30 $241.83 $255.04 Long 61 5.46% 6043.12 21345.77
QQQ 2020-07-30 2020-07-31 $255.04 $259.60 Long 60 1.78% 6043.12 21618.86
QQQ 2020-07-31 2020-08-28 $259.60 $285.71 Long 60 10.06% 6614.54 23185.87
QQQ 2020-08-28 2020-08-31 $285.71 $288.01 Long 58 0.80% 6614.54 23318.99
QQQ 2020-08-31 2020-09-23 $288.01 $258.38 Long 58 -10.29% 21600.47 21600.47
QQQ 2020-09-29 2020-09-30 $269.91 $271.76 Long 57 0.68% 6215.60 21705.84
QQQ 2020-09-30 2020-10-29 $271.76 $270.34 Long 57 -0.52% 6215.60 21625.00
QQQ 2020-10-29 2020-10-30 $270.34 $263.48 Long 57 -2.54% 5952.12 21234.18
QQQ 2020-10-30 2020-11-27 $263.48 $292.47 Long 58 11.00% 6537.05 22915.10
QQQ 2020-11-27 2020-11-30 $292.47 $293.06 Long 56 0.20% 6537.05 22948.51
QQQ 2020-11-30 2020-12-30 $293.06 $306.68 Long 56 4.65% 6843.72 23710.90
QQQ 2020-12-30 2020-12-31 $306.68 $307.43 Long 55 0.25% 6843.72 23752.40
QQQ 2020-12-31 2021-01-28 $307.43 $314.86 Long 55 2.42% 6843.72 24160.92
QQQ 2021-01-28 2021-01-29 $314.86 $308.23 Long 55 -2.10% 6843.72 23796.59
QQQ 2021-01-29 2021-02-25 $308.23 $306.54 Long 55 -0.55% 6843.72 23703.36
QQQ 2021-02-25 2021-02-26 $306.54 $307.82 Long 55 0.42% 6731.74 23773.96
SPY 2021-02-26 2021-03-30 $362.60 $377.53 Long 47 4.12% 7109.27 24475.84
SPY 2021-03-30 2021-03-31 $377.53 $379.06 Long 46 0.41% 7109.27 24546.23
SPY 2021-03-31 2021-04-29 $379.06 $401.76 Long 46 5.99% 7109.27 25590.26
SPY 2021-04-29 2021-04-30 $401.76 $399.12 Long 46 -0.66% 7109.27 25468.83
SPY 2021-04-30 2021-05-27 $399.12 $401.02 Long 46 0.48% 7109.27 25556.38
SPY 2021-05-27 2021-05-28 $401.02 $401.74 Long 46 0.18% 7109.27 25589.38
SPY 2021-05-28 2021-06-29 $401.74 $410.42 Long 46 2.16% 7519.70 25988.78
SPY 2021-06-29 2021-06-30 $410.42 $410.77 Long 45 0.08% 7553.28 26004.33
QQQ 2021-06-30 2021-07-29 $348.13 $359.97 Long 53 3.40% 7553.28 26631.63
QQQ 2021-07-29 2021-07-30 $359.97 $358.09 Long 53 -0.52% 7596.31 26532.20
SPY 2021-07-30 2021-08-30 $420.80 $433.96 Long 45 3.13% 7596.31 27124.66
SPY 2021-08-30 2021-08-31 $433.96 $433.32 Long 45 -0.15% 7689.35 27095.73
QQQ 2021-08-31 2021-09-29 $373.20 $353.30 Long 52 -5.33% 7336.05 26060.76
QQQ 2021-09-29 2021-09-30 $353.30 $352.00 Long 53 -0.37% 7218.19 25991.96
UBT 2021-09-30 2021-10-28 $49.80 $51.74 Long 377 3.90% 7425.15 26724.16
UBT 2021-10-28 2021-10-29 $51.74 $52.04 Long 373 0.57% 7471.13 26834.78
QQQ 2021-10-29 2021-11-29 $379.68 $393.03 Long 51 3.52% 7864.16 27515.83
QQQ 2021-11-29 2021-11-30 $393.03 $387.26 Long 50 -1.47% 7598.00 27227.22
UBT 2021-11-30 2021-12-30 $54.83 $52.27 Long 358 -4.68% 7336.67 26309.29
UBT 2021-12-30 2021-12-31 $52.27 $52.08 Long 363 -0.35% 7284.59 26243.31
UBT 2021-12-31 2022-01-18 $52.08 $46.83 Long 364 -10.08% 24331.41 24331.41
UBT 2022-01-28 2022-01-31 $48.79 $48.40 Long 360 -0.80% 6721.69 24190.20
TBF 2022-01-31 2022-02-25 $15.64 $16.19 Long 1117 3.55% 6899.82 24810.32
TBF 2022-02-25 2022-02-28 $16.19 $15.85 Long 1106 -2.15% 6788.90 24425.26
TBF 2022-02-28 2022-03-30 $15.85 $16.70 Long 1113 5.40% 7056.14 25378.30
TBF 2022-03-30 2022-03-31 $16.70 $16.65 Long 1097 -0.34% 7039.49 25316.36
TBF 2022-03-31 2022-04-28 $16.65 $18.12 Long 1098 8.88% 7492.56 26938.45
TBF 2022-04-28 2022-04-29 $18.12 $18.36 Long 1073 1.30% 7547.64 27190.86
TBF 2022-04-29 2022-05-27 $18.36 $18.30 Long 1070 -0.31% 7529.34 27130.45
TBF 2022-05-27 2022-05-31 $18.30 $18.69 Long 1071 2.11% 7660.15 27543.64
TBF 2022-05-31 2022-06-29 $18.69 $19.05 Long 1064 1.91% 7755.37 27924.09
TBF 2022-06-29 2022-06-30 $19.05 $18.87 Long 1059 -0.94% 7698.78 27734.76
TBF 2022-06-30 2022-07-28 $18.87 $18.35 Long 1062 -2.74% 7551.99 27185.14
TBF 2022-07-28 2022-07-29 $18.35 $18.39 Long 1070 0.21% 7570.37 27225.41
TBF 2022-07-29 2022-08-30 $18.39 $19.08 Long 1069 3.79% 7780.28 27969.77
TBF 2022-08-30 2022-08-31 $19.08 $19.26 Long 1058 0.94% 7818.80 28158.92
TBF 2022-08-31 2022-09-29 $19.26 $20.70 Long 1056 7.47% 8253.53 29679.21
TBF 2022-09-29 2022-09-30 $20.70 $20.98 Long 1035 1.36% 8337.46 29971.38
TBF 2022-09-30 2022-10-28 $20.98 $22.15 Long 1031 5.56% 8669.72 31174.35
TBF 2022-10-28 2022-10-31 $22.15 $22.34 Long 1016 0.85% 8714.39 31365.55
TBF 2022-10-31 2022-11-29 $22.34 $20.98 Long 1014 -6.07% 8336.69 29991.59
TBF 2022-11-29 2022-11-30 $20.98 $20.86 Long 1032 -0.58% 8294.97 29865.36
TBF 2022-11-30 2022-12-29 $20.86 $21.19 Long 1034 1.56% 8400.90 30200.80
TBF 2022-12-29 2022-12-30 $21.19 $21.42 Long 1029 1.11% 8465.16 30443.78
TBF 2022-12-30 2023-01-30 $21.42 $20.13 Long 1026 -6.04% 8082.74 29116.14
TBF 2023-01-30 2023-01-31 $20.13 $19.95 Long 1045 -0.89% 8039.56 28928.61
FXE 2023-01-31 2023-02-27 $98.07 $95.77 Long 213 -2.34% 7943.78 28439.03
FXE 2023-02-27 2023-02-28 $95.77 $95.48 Long 214 -0.31% 7884.91 28376.25
TBF 2023-02-28 2023-03-30 $21.08 $20.45 Long 972 -3.01% 7721.33 27759.61
TBF 2023-03-30 2023-03-31 $20.45 $20.15 Long 980 -1.45% 7640.05 27469.88
UBT 2023-03-31 2023-04-27 $26.09 $25.37 Long 760 -2.77% 7487.84 26920.27
UBT 2023-04-27 2023-04-28 $25.37 $26.10 Long 766 2.89% 7644.44 27481.60
UBT 2023-04-28 2023-05-22 $26.10 $23.35 Long 760 -10.53% 25393.09 25393.09
UBT 2023-05-30 2023-05-31 $23.91 $24.39 Long 767 2.01% 7168.81 25761.17
TBF 2023-05-31 2023-06-29 $20.87 $21.19 Long 891 1.55% 7232.38 26049.80
TBF 2023-06-29 2023-06-30 $21.19 $20.96 Long 888 -1.09% 7469.96 25843.86
QQQ 2023-06-30 2023-07-28 $367.48 $381.46 Long 50 3.81% 7469.96 26543.17
QQQ 2023-07-28 2023-07-31 $381.46 $381.66 Long 50 0.05% 7469.96 26553.11
QQQ 2023-07-31 2023-08-30 $381.66 $374.88 Long 50 -1.78% 7469.96 26213.91
QQQ 2023-08-30 2023-08-31 $374.88 $376.00 Long 50 0.30% 7294.26 26270.11
TBF 2023-08-31 2023-09-28 $22.46 $24.52 Long 845 9.19% 7784.68 28014.67
TBF 2023-09-28 2023-09-29 $24.52 $24.52 Long 825 0.00% 7784.68 28014.67
TBF 2023-09-29 2023-10-30 $24.52 $25.86 Long 825 5.45% 8094.96 29116.66
TBF 2023-10-30 2023-10-31 $25.86 $26.03 Long 813 0.68% 8121.00 29259.34
TBF 2023-10-31 2023-11-29 $26.03 $23.46 Long 812 -9.89% 7557.99 27169.26
TBF 2023-11-29 2023-11-30 $23.46 $23.74 Long 836 1.21% 7605.48 27405.64
TBF 2023-11-30 2023-12-28 $23.74 $21.75 Long 834 -8.38% 7148.71 25745.71
TBF 2023-12-28 2023-12-29 $21.75 $21.95 Long 855 0.91% 7511.19 25915.47
QQQ 2023-12-29 2024-01-30 $408.98 $424.74 Long 45 3.85% 7511.19 26624.64
QQQ 2024-01-30 2024-01-31 $424.74 $416.42 Long 45 -1.96% 7294.58 26250.28
UBT 2024-01-31 2024-02-28 $21.04 $19.77 Long 901 -6.04% 6978.29 25105.79
UBT 2024-02-28 2024-02-29 $19.77 $20.01 Long 917 1.20% 7348.75 25324.19
QQQ 2024-02-29 2024-03-27 $438.43 $444.83 Long 41 1.46% 7348.75 25586.78
QQQ 2024-03-27 2024-03-28 $444.83 $444.01 Long 41 -0.18% 7245.71 25553.16

Signals

Strategy Size Ticker Date State Type Profit TimeFrame
FX 0.72 SPY 2024-03-28 Hold Long -4.46% EndOfMonth
momentum  FXA  FXB  FXC  FXE  FXF  FXY  SPY  QQQ  UBT  TBF